-45.2%
MOS vs CDW
+942.7%
-987.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.1% | +9.4% | +5.8% |
| 7D | +22.5% | -4.1% | +26.6% | +24.5% |
| 30D | +6.6% | +16.7% | -10.1% | -0.4% |
| 3M | -3.8% | +13.6% | -17.4% | -10.0% |
| 6M | -2.2% | +17.0% | -19.2% | -12.7% |
| YTD | -4.8% | +18.1% | -22.9% | -16.6% |
| 1Y | -11.7% | +10.5% | -22.2% | -20.2% |
| 3Y | -26.5% | -20.9% | -5.6% | -24.5% |
| 5Y | -32.2% | -9.3% | -22.9% | -36.6% |
| 10Y | +10.2% | +310.6% | -300.4% | -41.3% |
| All | -45.2% | +942.7% | -987.9% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling